+942.5%
CRDO vs AIG
+33.9%
+908.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.7% |
| 7D | -4.5% | -1.2% | -3.3% | -4.5% |
| 30D | -39.2% | -1.1% | -38.2% | -39.2% |
| 3M | -38.5% | +0.7% | -39.1% | -38.7% |
| 6M | +40.6% | -2.2% | +42.8% | +40.1% |
| YTD | +13.2% | -10.8% | +24.1% | +15.2% |
| 1Y | +2.3% | -2.0% | +4.3% | +1.4% |
| 3Y | +942.5% | +34.8% | +907.7% | +817.5% |
| All | +942.5% | +33.9% | +908.7% | +817.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling